SFM Magazine
- Is It Time for the Dollar to Stop Being the World’s Leading Reserve Currency?
- Is Eurex’s Lending CCP Succeeding in Expanding the Size of the Market?
- The Impact of SFTR on Industry Data Analytics
- Leveraged Mutual Funds as a Compelling Investor Option
- Designing the Right Blockchain for Cross-border Securities Settlements
- The Hunt for the Algorithms to Automate Securities Lending
- Collateral Optimization as a Competitive Weapon
- Natixis’s Bertrand Bordais, Global Head of MM Government Bond Repo of the Global Securities Financing team, on EU repo market conditions and the outlook for the coming year
- Best of the Web
- Limits to Central Bank Intervention
- Introducing the Digital Collateral Protocol: the right blockchain for global settlements
- The Joys of Tea, Crumpets and Software as a Service
- EquiLend Delves into Collateral Trading and Exposure Management
- Secured and Unsecured Funding: The Drive Towards Cross-Product Settlements Automation
- Repo Liquidity as a Solution to (Un) cleared Derivatives Cash Margin Requirements
- Agency Repo: A New Outsourced Option for Europe
- The Next Level in Building Data-Driven Operational Efficiency
- The Changing Role of the Hedge Fund Treasury Manager
- Best of the Web
DTCC SUPPLEMENT: DTCC’s Transformation of the Global Trade Reporting Process
- Best Execution in Buy-side Securities Lending Programs
- Electronic RFQ Repo Markets and the Social Quest for Liquidity
- Help Wanted: Buy-side Firm Seeks CCP Business Model for Securities Lending
- Challenges in Adopting a Common Domain Model for Securities Finance
- The Next Evolution of Electronic Repo Trading for the Sell-side and Buy-side
- Treasury Collateral Balances Soar
- An Opportunity for Market-led Reform in Equity-for-equity Collateral Exchanges
- SFTR Peer Update: Where does Your Firm Stand in Getting Ready?
- Connected Data: The Opportunity for Collateral and Liquidity Optimization
- Best of the Web
- No longer leading edge: Fully Paid Lending has entered the mainstream
- Canadian banks in the global prime brokerage market
- Next steps for market data in securities finance
- Getting it right on delegated reporting in SFTR
- The value of the repo CCP in Canada
- Differentiate your technology platform
- Does the European pledge model solve all ills?
- In five years, 90% of funding will be done by machines
- Best of the Web
DTCC SUPPLEMENT: Mastering the Client Side of SFTR
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Waiting for Godot, or, anticipating the US Net Stable Funding Ratio
- Treating collateral trading as a business: Natixis’s test case
- Regulatory changes and the need for collateral flexibility
- Direct clearing: a new competitive differentiator for the buy-side
- European regulatory reporting for a global audience
- A framework for evaluating and prioritizing automation projects
- Introducing the Semantic Blockchain in capital markets
- Envisioning the next evolution of the securities finance industry
- Electronic RFQ markets: what’s in it for dealers?
- Europe is first to SFTR but won’t be last: expectations on the global rise of SFT reporting rules
- Best of the Web
- Is Securities Lending a Model for the Future of Repo Post-Trade Automation?
- Emerging Market Debt Prepares for a Rocky Road Ahead
- Top Five Trends in Collateral Management in 2018
- The Next Evolutionary Step in US Tri-Party?
- Electronic RFQ Repo Markets: The Solution for Reporting Challenges and Laying the Building Blocks for Automation
- Managing Data Through Complexity: Business Evolution in the Machine Age
- Regulatory Reporting Generates Huge Data Sets, but What Happens Next?
- The Future of European Securities Lending: It’s Still About People
- Addressing the Status Quo: Why is Securities Finance Under-served by Technology?
- One Golden Source Data Repository is Necessary for Smart Regulation
- Best of the Web
- Are Changing Views of Credit Intermediation in the Best Interest of Beneficial Owners?
- Is Asia coming of age in securities finance and collateral at last?
- Securities finance as an alpha generator on the buy-side? A FISL NYC and London afternoon session
- New US tax rules are creating a global arbitrage to avoid the 30% interest expense limit
- Best practices for buy-side securities lending at FISL NYC and London – not just a good idea but important for revenues and risk management
- Could LIBOR legally be a synthetic? The FCA says it’s time to take a close look
- The EU General Data Protection Regulation (GDPR) sets a new, extraterritorial standard for client data protection
- A New Model for Credit Risk Mitigation in Securities Lending
- Is Blockchain the Right Way Forward for Securities Lending?
- Will Protectionism Undo the Move Towards More Efficient Global Capital Markets?
- SFTR, Trade Data Repositories and Transparency: An Industry Challenge from the Inside Out
- The Changing Market Structure of Equity Repo Financing
- The ‘Wriggle Parameter’ in Derivatives: Futures Pricing Formula Takes on New Importance
- MiFID II and Best Execution in SFTs: A Happy Ending After All?
- What’s the True Cost of Future Funding? A New Methodology for a Stock Borrow Rate Curve
- The Changing Role of the Repo Trader
- A Proposal for Smart Regulation in European SFT Markets
- Revisiting the Importance of Inventory Management in Collateral and Liquidity
- Elixium’s Stephen Malekian: All to All Will Be A New Pillar of the Collateral Trading Market
- The Move to Cloud Born Microservices in Collateral Management
- Applying Artificial Intelligence to Securities Finance
- Best of the Web
- An End to Quantitative Easing at Last?
- Would a Blockchain Short Locate System Make Reg SHO Obsolete?
- The US Securities Finance Market Structure and Vendor Landscape
- Merging Financing Desks: What Do Clients Get Out of It?
- Applications for Artificial Intelligence in Securities Finance and Collateral Management
- Cost Optimisation Challenges for Asset Managers in 2017
- A Framework for Build, Buy or Network in a Changing Market Environment
- Towards a Central Collateral Utility: the Value Proposition of CSDs in Collateral Services
- Surmounting the Onboarding Challenge in All to All Lending Markets
- The Layering of Regulatory Cost on Securities Financial Transactions
- Inefficiencies in Securities Lending Client Set Ups Can Be Solved With a Bit of Effort
- Best of the Web
- Coming Soon to Your Business: Disruptive Fintech in Capital Markets
- A New Model for Counterparty Default Indemnification
- Collaboration in the Collateral and Securities Finance Markets – the Pirum View and Strategy for Moving Forward
- The Five Cs of Bank and Client Success in Securities Finance
- Next Steps for Hedge Funds in Cost Management
- Building a Holistic Collateral Infrastructure
- The Business Case for Tri-Party Repo Flexibility
- Time for the Buy-side to Take Collateral Responsibility in Securities Finance
- Synthetic Securities Finance Can Unlock the Key to More Financing Supply… If Inventory Is Well Managed
- Collateral Opportunities for Investors
- Collateralised Financing for the Real Economy
- Best of the Web
SFM Magazine (Technology Special), Winter 2017:
- From Standardisation to Diversity: the State of Agency Securities Lending
- Securities Finance: A Source of New Liquidity Options
- When Seeking to Reduce Fees, Every Basis Point Counts
- Asset Managers on Collateral Management in Securities Lending: Survey Results and Best Practices
- Sponsor Interviews: Why Participate in Finadium’s Investors in Securities Lending Conferences?
SFM Magazine (Technology Special), Winter 2017:
- Deharmonization of Global Financial Regulations: Could the Basel World Fall Apart?
- Is Government Debt the Source of the Next Collateral Crisis?
- Why Securities Lending Indemnification Matters to Beneficial Owners
- Trends at Collateral Management Technology Vendors
- Towards a Centralized Exchange for Collateral
- Building Infrastructure for Collateral Optimization
- Margin Optimization and the Cost of the Trade
- Rethinking Securities Finance Technology – Beyond Automated and Manual
- Bank Repo Spreads are Widening, but Do Clients Have to Pay the Bill? Here is the Elixium Alternative
- Best of the Web
- Intelligence in Securities Finance: Where Is It Going?
- The Real Innovation: From Banks To CCPs To CSDs, Blockchain Will Change The Business Of Credit Intermediation
- The Future Of Balance Sheet Usage For European Securities Finance
- “To Boldly Go”: Keeping A Close Eye On Securities Lending For Asset Holders
- Regime Change! The Democratization Of The Clearing Landscape
- Trade Date Transparency = Capital Savings
- Agent Lenders And Prime Brokers: Best Price Or Best Relationship?
- How Eurex’s New Buy-Side Membership Model (ISA Direct) Helps To Address Structural Problems Resulting From The Changing Structure Of The Marketplace
- The SA-CCR For The Leverage Ratio: Why It Matters And What Needs To Happen Next
- Most read stories online
SFM Magazine (Technology Special), Winter 2016:
- EquiLend’s NGT: A case study
- Collateral and Liquidity Data Management: the next big challenge for financial institutions
- Optimizing Securities Lending Collateral Management Across Cash and Non-cash
- Collateral Technology Vendors on the Move: impacts to securities finance and OTC derivatives
- Whatever Happened to Operational Risk?
- From Back Office to Enterprise: Asia gets ready to transform its collateral management
- The Mystique of Blockchain: should participants in the collateralized trading markets take it seriously?
- The Benefits of Regulation for Blockchain Technology
- Most read stories online
- The Messy Evolution of Securities Finance in Banking
- Asset Managers, General Collateral and Revenue Expectations for Securities Lending
- Prime Brokerage and Balance Sheet Optimisation: Lessons from The Societe Generale Experience
- How Far Should CCP Liquidation Sets Go?
- Funds Transfer Pricing and the Quest for Term Funding: Working Towards New Solutions
- Best of the Web
- The Buy-side Breaks Into Securities Finance CCPs
- A European Regional Perspective on Market Reform and Growth
- Rising Performance in European Securities Lending Markets – The Supply and Demand Effects of QE and HQLA
- Allocating Resources to a Repo Business: The Tools Banks Use
- Securities Lending: Follow The Money to Find The Liquidity
- The Growth of the Utility Model in Financing, Clearing and Collateral Management
- Repo and the Net Stable Funding Ratio: The Push Toward Long-Term Funding
- Strategies for Securities Finance Business
- When Smaller is Better: New Opportunities for Mid-Sized Brokers and Agent Lenders
- The Impacts of T2S on Collateral and Liquidity
- A Target Operating Model for Non-Cleared Derivatives